The market at Plaza Esteve is the best introduction to Jerez. It has some of the best quality fish I've ever seen. There are wild tuna, squid of every size and rarities such as cuttlefish roe and sea snails. The former are eaten blanched as a tapa, the latter baked in salt. There's also wonderful charcuterie.

We like to plan our food shopping over breakfast at La Vega (Plaza Esteve, +956 32 87 23), lingering over coffee and churros (strips of fried dough). Then we head for the fringes of the market to seek out foraged specialities such as land snails, wild asparagus and Moroccan mint.

Tapas are perfect for lunch. Most bars serve the classics, but each has its specialities, too. We like the family-run Las Bridas (Paseo de la Rosealeda 4, +956 34 60 68) for revueltos (scrambled eggs) with wild mushrooms and clams in garlic. At Bar Rody (Chapineria 1, +956 33 27 49) we invariably order ultra-tender squid stuffed with garlic, bread, tomato and parsley. The accompanying croquettes are perfectly crispy and made from the leftovers of puchero, an Andalucian stew of ham hock, chicken and pig fat.

El Molino (Plaza Arroyo 16, +956 33 52 06) by the cathedral is a must for oxtail braised with sherry, a dish that has found its way, albeit tweaked, on to Moro's menu. Bar Juanito (Pescaderia Vieja, 8 y 10, off Plaza del Arenal) is famously good for all the classics and has a lovely big patio at the back. Inside it's all Moorish tiles and plants and, unusually, has plenty of seating.

During the afternoon, we head for the exquisitely restored Hammam Andalusi Arabic baths in a palatial 18th-century townhouse (c/Salvador 6, +956 34 90 66). It provides blissful mud scrubs and serious massages.

In the evening we head for the ventas (roadside eateries) on the outskirts of Jerez. I've tried to recreate the octopus with rock salt and paprika oil from El Gordo (Zaragoza 38, +956 16 90 80), along with salmorejo, a divine rich tomato soup with fresh cheese, salted anchovies and ultra-sweet new season onions. The local bream, urtu, baked in salt is unmissable, too.